persons based on a core set of harmonised concepts and definitions. Starting with reference data from September 2018, credit …) individual credit exposures falling within the reporting scope. The reporting framework is the outcome of in-depth discussions … Regulation, AnaCredit will, already in Stage 1, significantly enhance the value for analysis on credit and credit risk in the …

-dealers when they are more profitable. These results allow for a better understanding of banks' credit risk management. …

While some credit booms are followed by economic underperformance, many are not. Can lending standards help separate … good credit booms from bad credit booms contemporaneously? To observe lending standards internationally, I use information … HY share is procyclical, suggesting that lending standards in bond markets are extrapolative. Credit booms with …

In the wake of the 2008-09 financial crisis, a number of European OECD countries introduced credit mediation schemes …, as a new, often temporary mechanism to help ease access to finance by SMEs. This report investigates the nature of credit … mediation and credit review schemes implemented in selected countries (i.e. Belgium, France, Germany, Ireland and Spain) in the …

have experienced significant increase in credit risk (SICR).We use a loan-level credit risk model and Irish residential … mortgage panel data to assign performing loans into the appropriate stage. Using this technique, we characterise approximately … 30 per cent of the performing Irish mortgage portfolio at end-2015 as Stage 2.We then calculate backward-looking, static …

the European Union member states that have large penetration of bank credit. Building on the model of financially open … increase in private bank credit relative to the gross domestic product (GDP) and the gap between real interest rate and GDP …

We provide a micro-empirical link between the large literature on credit and house prices and the burgeoning literature … measure of credit availability which varies at the borrower level as a function of income, wealth, age, interest rates and …). We deploy a property-level house price model which shows that a ten per cent increase in credit available leads to an 1 …